+89.4%
STM vs LBRT
-25.2%
+114.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.4% | +3.3% |
| 7D | -5.6% | -11.9% | +6.3% | -0.6% |
| 30D | -14.4% | -31.9% | +17.5% | -1.0% |
| 3M | -20.5% | -34.9% | +14.4% | -6.5% |
| 6M | -24.5% | -60.7% | +36.2% | +2.2% |
| YTD | +72.7% | -29.2% | +101.9% | +117.4% |
| All | +89.4% | -25.2% | +114.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling